Market liquidity and funding liquidity : empirical analysis of liquidity flows using VAR framework
Adam Czelleng
Year of publication: |
2020
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Authors: | Czelleng, Adam |
Published in: |
Acta oeconomica : periodical of the Hungarian Academy of Sciences. - Budapest : Akad., ISSN 0001-6373, ZDB-ID 301591-9. - Vol. 70.2020, 4, p. 513-530
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Subject: | liquidity | vector autoregression | financial market | financial regulation | Liquidität | Liquidity | VAR-Modell | VAR model | Marktliquidität | Market liquidity | Finanzmarkt | Financial market | Bankenliquidität | Bank liquidity | Betriebliche Liquidität | Corporate liquidity | Schock | Shock | Theorie | Theory |
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